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- 2007
随机利率下的纯保费精算Abstract: 对寿险中的利率随机性问题的研究是近几年来保险精算研究的热点和重点问题之一.对随机利率采用Gauss过程建模和反射的布朗过程建模,得出即刻给付的n年期定期寿险的纯保费精算现值.;The study of interest randomness is one of the heated and major problems of actuarial science in recent years.Under random interest rate is modeled with a Gauss process and a reflected Brownian,and the actuarial formula of pure premium of insurance model is discussed
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